Question

2.假设汇率+USD1=JPY115.20/115.42+GB1=USD2.0069/2.0091+9+求GBP兑JPY的汇率

Answer 1

问：2.假设汇率+USD1=JPY115.20/115.42+GB1=USD2.0069/2.0091+9+求GBP兑JPY的汇率

答：您好亲根据您的提问1.USD1=JPY131.70/131.80 ,美元卖出价为131.80,即银行卖出1美元收进131.80日元GBP1＝USD1.8100/1.8120 ,美元卖出价为1.8100,即银行卖出1美元收进1/1.81英镑USD1=HKD7.7800/7.7810 ,美元卖出价为7.78102.即期USD1=JPY130.0110/120，3个月远期升水为210/220远期汇率USD1=JPY(130.0110+0.0210)/(130.0120+0.0220)=JPY130.0320/340即期GBP1＝USD1.4880/90，3个月远期升水为120/110远期汇率GBP1＝USD(1.4880-0.0120)/(1.4890-0.0110)=USD1.4760/803.一个月期远期Euro/Dollar=(1.1035+0.0065)/(1.1055+0.0078)=1.1100/33三个月期远期Euro/Dollar=(1.1035+0.0125)/(1.1055+0.0220)=1.1160/1.1275六个月远期Euro/Dollar=(1.1035-0.0450)/(1.1055-0.0375)=1.0585/1.068012个月远期Euro/Dollar=(1.1035-0.05520)/(1.1055-0.0480)=1.0483/1.05754.JPY/CNY=(8.2651/130.90)/(8.2699/130.30)=0.0631/0.06355.GBP/DM=(1.5715*1.6320)(1.5725*1.6330)=2.5647/2.5679